I found 2 or 3 similar discussions, but the answer to them either :

pointed to a page that discusses handling of data with different frequencies (e.g. daily and weekly"), which is not exactly the issue at hand -- btw, for some reason frequency seems to be addressed as timeframe in the docs; or were simply "read the documentation"

I confess I was hoping to find easier instructions on how to procede, particularly since this is a fairly common setup for doing backtests with shares (i.e. some companies IPO during the simulation), and the first page of the documentation advertises its ease of use.

I will continue doing some tests now that you mentioned that the order that you load the data matters, and will update if I achieve any progress.